Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.583 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 48349.71 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46149.29 Kr¶

PnL: ---------------------------------------> -2072.96 Kr¶

DD now: ---------------------------------> -7.149 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 13:28:12.490058'

Anic Portfolio¶

This Week¶

Return: -0.268 %¶

Total¶

Return: 58.258 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -8.930000 831.150000 133.150000 19.080000 698.000040
VBG GROUP B 4 -3.860000 648.000000 40.000000 6.580000 608.000000
Tobii Dynavox 109 -1.410000 2751.160000 29.160000 1.070000 2721.999993
Stillfront Group 38 -2.590000 706.990000 20.990000 3.060000 686.000016
Tietoevry 2 -1.810000 649.600000 11.600000 1.820000 638.000000
Vitec Software Group B 1 -1.770000 494.600000 9.600000 1.980000 485.000000
Nordisk Bergteknik B 130 -3.020000 4173.000000 9.000000 0.220000 4163.999970
MEKO 13 -2.040000 1562.600000 8.600000 0.550000 1554.000006
G5 Entertainment 3 -0.780000 570.300000 -1.700000 -0.300000 572.000001
SKF A 3 -3.860000 589.800000 -3.200000 -0.540000 593.000001
Mycronic 3 -3.230000 646.200000 -5.800000 -0.890000 651.999999
SKF B 3 -4.000000 590.100000 -5.900000 -0.990000 596.000001
ASSA ABLOY B 2 -1.720000 501.800000 -12.200000 -2.370000 514.000000
Addnode Group B 6 -2.440000 696.600000 -12.400000 -1.750000 709.000002
Embracer Group B 14 -5.510000 671.230000 -17.770000 -2.580000 689.000004
ITAB Shop Concept 56 -2.910000 672.000000 -19.000000 -2.750000 691.000016
ACQ Bure SPAC 36 -0.210000 3470.400000 -19.600000 -0.560000 3489.999984
Husqvarna A 7 -3.540000 610.400000 -22.600000 -3.570000 632.999997
Loomis 6 -2.440000 2017.200000 -25.800000 -1.260000 2043.000000
Husqvarna B 7 -3.270000 612.500000 -27.500000 -4.300000 639.999997
Fastighetsbolag. Emilshus Pref 21 -3.060000 532.350000 -29.650000 -5.280000 562.000005
Rejlers B 6 -2.520000 927.600000 -34.400000 -3.580000 961.999998
Avanza Bank Holding 2 -7.180000 475.400000 -35.600000 -6.970000 511.000000
Swedbank A 3 -3.520000 576.150000 -41.850000 -6.770000 618.000000
Arion Banki SDB 61 -2.370000 653.920000 -43.080000 -6.180000 697.000030
Collector Bank 29 -6.340000 1190.740000 -43.260000 -3.510000 1233.999996
Lagercrantz Group B 5 -2.850000 562.500000 -44.500000 -7.330000 607.000000
Norva24 Group 12 -2.150000 360.000000 -47.250000 -11.600000 407.250000
Fastighetsbolaget Emilshus B 23 19.090000 643.430000 -51.570000 -7.420000 694.999993
Mips 1 -2.810000 470.000000 -59.000000 -11.150000 529.000000
Dustin Group 18 -4.890000 609.120000 -60.880000 -9.090000 669.999996
Nordea Bank Abp 30 -4.170000 3694.800000 -68.200000 -1.810000 3762.999990
AFRY 3 -3.140000 517.500000 -77.500000 -13.030000 594.999999
Viaplay Group B 4 -6.060000 942.000000 -95.000000 -9.160000 1037.000000
Beijer Alma B 9 -1.450000 1836.000000 -118.000000 -6.040000 1953.999999
RVRC Holding 17 -4.790000 540.940000 -142.060000 -20.800000 683.000007
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.490000 3536.000000 -602.000000 -14.550000 4138.000000
TOTAL 46141.080000 -2081.170000 -7.16505% 48222.250041

Updated:¶

'2023-03-13 13:27:09.435980'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶